Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47261.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45866.82 Kr¶

PnL: ---------------------------------------> -1021.75 Kr¶

DD now: ---------------------------------> -2.813 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:48:30.427378'

Anic Portfolio¶

Today¶

Return: -0.364 %¶

This Week¶

Return: -1.359 %¶

Total¶

Return: 54.723 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HMS Networks 2 15.440000 798.400000 125.400000 18.630000 673.000000
HEBA B 70 -1.130000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.870000 3437.600000 60.600000 1.790000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.080000 391.700000 36.700000 10.340000 355.000000
Nordea Bank Abp 29 0.350000 3481.160000 27.160000 0.790000 3453.999992
Corem Property Group B 59 -2.290000 602.980000 25.980000 4.500000 576.999999
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Resurs Holding 22 -1.640000 592.020000 18.020000 3.140000 573.999998
Intrum 4 2.640000 544.200000 17.200000 3.260000 527.000000
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
Swedbank A 3 -0.310000 577.950000 13.950000 2.470000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 0.390000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -0.060000 578.400000 8.400000 1.470000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.680000 1.680000 0.680000 246.000000
CTEK 13 1.200000 535.470000 1.470000 0.280000 533.999999
Handelsbanken A 5 0.560000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 2.240000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -2.500000 545.200000 -28.800000 -5.020000 574.000000
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Essity A 4 -2.150000 1094.000000 -55.000000 -4.790000 1149.000000
Vivesto 1368 1.330000 540.630000 -72.370000 -11.810000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -9.770000 2834.000000 -137.000000 -4.610000 2971.000006
Fasadgruppen Group 35 -0.580000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Axfood 13 -3.240000 3460.600000 -295.400000 -7.860000 3756.000001
Ovzon 52 -0.190000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 45866.820000 -1021.750000 -2.81327% 46888.564618

Updated:¶

'2023-01-26 16:48:43.361759'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶